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Project flexibility, agency, and competition: new developments in the theory and application of real options
(Oxford University Press, 2000)
Competitive Strategy : Options and Games
(The MIT Press, 2011)
Corporate managers who face both strategic uncertainty and market uncertainty confront a classic trade-off between commitment and flexibility. They can stake a claim by making a large capital investment today, influencing ...
Strategic investment : real options and games / Han T.J. Smit, Lenos Trigeorgis
(Princeton University Press, 2004)
Real options and investment under uncertainty : classical readings and recent contributions
(Cambridge, Mass. : MIT Press, c2001, 2001)
The Survival Zone for a Bond with both Call and Put Options Embedded
(1998)
We present a numerical method to price bonds that have multiple embedded options with an emphasis on the case with both long call and short put options. The valuation framework is a one-factor model for the term structure ...